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Schubert, Stefan Franz (contributor); Broll, Udo (contributor) - 2005

International and national investors are often exposed to real wealth risks, stemming from volatile asset prices and …, price level and futures price and hence real wealth is stochastic. For a risk averse investor, optimal consumption and …

Persistent link: https://www.econbiz.de/10002740598

Risk sharing in a world economy with uncertainty shocks

Kollmann, Robert - 2015

Persistent link: https://www.econbiz.de/10011408050

Preferences on discounting under time risk

De Donno, Marzia; Menegatti, Mario - In: Journal of mathematical economics 113 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015071949

Do employee share owners face too much financial risk?

Kruse, Douglas L.; Blasi, Joseph R.; Weltmann, Dan; … - 2019

excessive financial risk. Recent theory concludes that 10-15% of a worker's wealth portfolio can be prudently invested in … shows that employee ownership appears to generally add to, rather than substitute for, other wealth, which lessens the …

Persistent link: https://www.econbiz.de/10012002671

Optimal hedge ratio under a subjective re-weighting of the original measure

Barbi, Massimiliano; Romagnoli, Silvia - In: Applied economics 48 (2016) 13/15, pp. 1271-1280

Persistent link: https://www.econbiz.de/10011433130

Default option, risk-aversion and household borrowing behaviour

Größl, Ingrid; Fritsche, Ulrich - 2007

Assuming a risk-neutral bank and assuming household utility to be exponential, we show how under information symmetry the covariance of income and loan repayments may explain higher household borrowings than in the case without default option. Under ex post information asymmetry and positive...

Persistent link: https://www.econbiz.de/10010426364